-80.8%
FCEL vs RPRX
+66.6%
-147.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -15.8% | +5.1% | -20.9% | -18.7% |
| 30D | -29.3% | +11.2% | -40.5% | -34.0% |
| 3M | -30.1% | +16.7% | -46.9% | -37.8% |
| 6M | +74.4% | +36.0% | +38.5% | +40.1% |
| YTD | +104.5% | +67.8% | +36.7% | +41.0% |
| 1Y | +281.4% | +76.7% | +204.7% | +153.9% |
| 3Y | -66.1% | +128.1% | -194.2% | -81.6% |
| 5Y | -91.9% | +82.9% | -174.7% | -94.7% |
| All | -80.8% | +66.6% | -147.4% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RPRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling